This module allows you to analyze existing cross correlation between OMX COPENHAGEN and FTSE MIB. You can compare the effects of market volatilities on OMX COPENHAGEN and FTSE MIB and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in OMX COPENHAGEN with a short position of FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and FTSE MIB.
|Time Horizon||30 Days Login to change|
OMX COPENHAGEN vs. FTSE MIB
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 0.01 times more return on investment than FTSE MIB. However, OMX COPENHAGEN is 98.36 times less risky than FTSE MIB. It trades about -0.08 of its potential returns per unit of risk. FTSE MIB is currently generating about -0.58 per unit of risk. If you would invest 138,684 in OMX COPENHAGEN on May 20, 2018 and sell it today you would lose (2,149) from holding OMX COPENHAGEN or give up 1.55% of portfolio value over 30 days.